The Journal of Portfolio Management

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Identifying Performance Persistence in Hedge Funds Using a Measure of Manager Skill
Arik Ben Dor, Jingling Guan and Xiaming Zeng

The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 63-78; DOI: https://doi.org/10.3905/jpm.2020.1.139
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Assessing Mutual Fund Performance in China
Bradford Cornell, Jason Hsu, Patrick Kiefer and Phillip Wool

The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 118-127; DOI: https://doi.org/10.3905/jpm.2020.1.140
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Mutual Funds: Skill and Performance
Jonathan B. Berk, Jules H. van Binsbergen and Max Miller

The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 17-31; DOI: https://doi.org/10.3905/jpm.2020.1.143
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Manager Selection, Deselection, and Termination
Mark Anson

The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 6-16; DOI: https://doi.org/10.3905/jpm.2020.1.137
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Alpha vs. Alpha: Selection, Timing, and Factor Exposures from Different Factor Models
Ananth Madhavan, Aleksander Sobczyk and Andrew Ang

The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 90-103; DOI: https://doi.org/10.3905/jpm.2020.1.142
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The Decision to Concentrate: Active Management, Manager Skill, and Portfolio Size
Keith C. Brown, Cristian Tiu and Uzi Yoeli

The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 41-62; DOI: https://doi.org/10.3905/jpm.2020.1.136
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Institutional Investment Strategy and Manager Choice: A Critique
Richard M. Ennis

The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 104-117; DOI: https://doi.org/10.3905/jpm.2020.1.141
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Using Active Share to Evaluate Single- and Multi-Manager Portfolios
Mark Higgins, Matthew Sturdivan, Janelle Booth and Claire Illo

The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 32-40; DOI: https://doi.org/10.3905/jpm.2020.1.134
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The Pragmatics of Private Markets Investing
Karl Polen

The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 79-89; DOI: https://doi.org/10.3905/jpm.2020.1.135
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Risk Parity Optimality Even with Negative Sharpe Ratio Assets
Brian Jacobsen and Wai Lee

The Journal of Portfolio Management Multi-Asset Special Issue 2020, jpm.2020.1.151; DOI: https://doi.org/10.3905/jpm.2020.1.151

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